+22.0%
USHY vs ABCL
-41.3%
+63.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | +0.1% | +93.1% | -93.0% | -2.5% |
| 3M | +0.8% | +79.4% | -78.6% | -1.7% |
| 6M | +1.7% | +214.9% | -213.1% | -3.2% |
| YTD | +2.5% | +234.2% | -231.7% | -3.0% |
| 1Y | +4.4% | +174.8% | -170.4% | -0.8% |
| 3Y | +27.4% | +104.5% | -77.1% | +20.9% |
| All | +22.0% | -41.3% | +63.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling